dev branch

2026-08-24 05:28:05 +00:00 · 2024-09-23 08:34:47 -07:00
parent edb95b17d4
commit e9b58e5d48
25 changed files with 3412 additions and 1 deletions
@@ -0,0 +1,78 @@
+using System;
+using System.Linq;
+
+namespace QuanTAlib
+{
+    public class Mma : AbstractBase
+    {
+        private readonly int _period;
+        private readonly CircularBuffer _buffer;
+        private double _lastMma;
+
+        public Mma(int period) 
+        {
+            if (period < 2)
+            {
+                throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
+            }
+            _period = period;
+            _buffer = new CircularBuffer(period);
+            Name = "Mma";
+            WarmupPeriod = period;
+            Init();
+        }
+
+        public Mma(object source, int period) : this(period)
+        {
+            var pubEvent = source.GetType().GetEvent("Pub");
+            pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+        }
+
+        public override void Init()
+        {
+            base.Init();
+            _lastMma = 0;
+            _buffer.Clear();
+        }
+
+        protected override void ManageState(bool isNew)
+        {
+            if (isNew)
+            {
+                _index++;
+            }
+        }
+
+        protected override double Calculation()
+        {
+            ManageState(Input.IsNew);
+            _buffer.Add(Input.Value, Input.IsNew);
+
+            if (_index >= _period)
+            {
+                double T = _buffer.Sum();
+                double S = CalculateWeightedSum();
+                _lastMma = (T / _period) + (6 * S) / ((_period + 1) * _period);
+            }
+            else
+            {
+                // Use simple average until we have enough data points
+                _lastMma = _buffer.Average();
+            }
+
+            IsHot = _index >= _period;
+            return _lastMma;
+        }
+
+        private double CalculateWeightedSum()
+        {
+            double sum = 0;
+            for (int i = 0; i < _period; i++)
+            {
+                double weight = (_period - (2 * i + 1)) / 2.0;
+                sum += weight * _buffer[^(i + 1)];
+            }
+            return sum;
+        }
+    }
+}